A multivariate analysis of earnings forecasts generated by financial analysts and univariate time series models

by: Hopwood, William S; Collins, William Arthur, 1938- joint author; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Publication date: 1978

Topics: Economic forecasting, Econometrics

Publisher: [Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign

Collection: university_of_illinois_urbana-champaign; americana

Digitizing sponsor: University of Illinois Urbana-Champaign

Contributor: University of Illinois Urbana-Champaign

Language: English

Volume: BEBR No. 527

Includes bibliographical references (p. 20-21)

"The study provides evidence on the relative accuracy of forecasts of earnings generated from five sources including statistical models and financial analysts. The statistical models were chosen on the basis of their usage in recent studies in the literature. The results indicate that the five types of forecasts are not significantly different using a multivariate testing procedure."

Notes

-The text was faintly printed and irregularly faded throughout the book. In some cases, it was almost illegible.
-The text ran out to the farthest edges of the pages; the crop-boxes were adjusted as best as possible to accommodate. In some cases, bits of the text were lost.
-Page 8 lies across from page 11; this is how it is printed in the book.

Addeddate: 2011-04-05 14:34:26

Associated-names: Collins, William Arthur, 1938- joint author; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration